SOLUTIONS
BANKING
OPTIMIZE PERFORMANCE
Meeting regulatory expectations is not a functional silo but rather a driver of risk management and profitability. Satisfy regulatory requirements related to interest rate, liquidity, and credit risk, as well as strategic planning.

EXPLORE OUR REPORTS ON DEMAND
FOR SENIOR MANAGEMENT
Report Name | Key Words |
Balance Sheet Profitability | Offer rate sheet, fund transfer pricing, financial statements, ROE, RAROC, indirect cost allocation |
Financial Simulation | Proforma financial statements, performance and risk metrics |
Peer Group Comparison | Custom peer groups, peer analysis |
Dupont Analysis | Income attribution, proforma income attribution |
Income Financial Simulations | Growth plan, market scenarios, noninterest |
Cash Flow Projection | Interest principals, default, recovery, servicing fees, option model |
Mortgage Serving Rights (MSR) | Fair value accounting, collateral modeling |
Loan Portfolio Pricing | Price attribution, yield attribution, OAS, CECL |
Deposit Portfolio Pricing | Withdrawal rate, partial adjustment rate |
FOR BUDGETING
Report Name | Key Words |
Variance Analysis | COA financial items mapping, board reporting, budget |
Budgeting: Uses & Sources | Liquidity coverage ratio |
Budgeting Quarterly Projection | Performance metrics |
Budgeting Monthly Projection | Prepayment projections, proforma statements |
Income Financial Simulations (stress test) | Loan stress test |
Uses & Sources (stress test) | Liquidity coverage ratio |
FOR ALCO MEETINGS
Report Name | Key Words |
ALM Management | CAMELS, investments, market conditions |
Balance Sheet Performance Attribution | Recurring back testing |
ALM Performance | Target and policy limits |
Directors Dashboard | Performance, business monitor, liquidity, credit, IRR |
Management Summary | Peer group, proforma, CALL performance metrics |
Contingency Funding Plan | Minimum liquidity under moderate, severe, crisis scenarios |
Core Deposit Account Backtest | Goodness of fit to historical data |
Prepayment Backtest | Goodness of fit to historical data |
EVE | Duration, capital, convexity, rate shocks |
EVE KRD (par rate) | Balance sheet yield curve risk |
EVE KRD (spot rate) | Balance sheet yield curve risk |
EaR | Earning under rate shocks |
Repricing Gap | Cumulative and periodic gap |
Proforma EVE | 12 mo proforma EVE under shocks |
Liquidity Gap | Cumulative and periodic gap |
Uses & Sources | Liquidity coverage ratio |
Assumption Report | Index rates, reinvestment rates, financial models, model inputs |
Income Simulation (EaR + Growth plan) | EaR, growth plan |
Two Cycle Comparison | EVE, EaR, duration, volume, rates |
OUR SOLUTIONS
STRATEGIC
PLANNING
PLANNING
Integrated cashflows based on capital market option exercise rules; multiple scenario analytics; incorporated credit model with seamless model assumption integration.
CREDIT RISK
MANAGEMENT
MANAGEMENT
Credit risk based on account level detail with option adjusted cashflows; customizable scenario analytics to determine the impact of credit in a stressed environment.
REGULATORY
REPORTING
REPORTING
Integrated cashflows based on capital market option exercise rules; credit and interest rate models in a single consistent framework; customizable scenario analytics; model assumption integration.
MORE ABOUT ALM PROGRAMMING LIBRARY
CLOUD PLATFORM SOLUTIONS
Optimal strategic decisions based on account level detail, consolidated credit, interest rate and liquidity risks in a single consistent platform – THC Financial Engineering.

On Demand
Self-service
Self-service

Financial
Ecosystem
Ecosystem

Operational
Efficiency
Efficiency
COMPUTE SERVERS SOLUTIONS
Our software is a powerful tool to manage optimal strategies including an ALM model integrated to your database on an installed basis.
Based on:
ALM Models
Years of Research
Extensive Database
Technologies